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An Algorithm For Biobjective Mixed Integer Quadratic Programs, Pubudu Jayasekara Merenchige

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Multiobjective quadratic programs (MOQPs) are appealing since convex quadratic programs have elegant mathematical properties and model important applications. Adding mixed-integer variables extends their applicability while the resulting programs become global optimization problems. Thus, in this work, we develop a branch and bound (BB) algorithm for solving biobjective mixed-integer quadratic programs (BOMIQPs). An algorithm of this type does not exist in the literature.

The algorithm relies on five fundamental components of the BB scheme: calculating an initial set of efficient solutions with associated Pareto points, solving node problems, fathoming, branching, and set dominance. Considering the properties of the Pareto set of …